-97.6%
TSLQ vs TMF
-72.4%
-25.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.1% | -11.1% | -11.1% |
| 7D | +8.5% | +0.6% | +7.9% | +8.5% |
| 30D | -4.8% | +16.3% | -21.1% | -2.7% |
| 3M | -34.9% | -2.7% | -32.2% | -35.0% |
| 6M | -10.6% | -13.2% | +2.5% | -11.9% |
| YTD | -13.4% | -16.7% | +3.3% | -14.8% |
| 1Y | -25.9% | -22.7% | -3.2% | -27.7% |
| 3Y | -96.9% | -26.1% | -70.8% | -96.9% |
| All | -97.6% | -72.4% | -25.1% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling